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Some Applications to Economy Based on Related Research Method

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Book cover Stability and Synchronization Control of Stochastic Neural Networks

Part of the book series: Studies in Systems, Decision and Control ((SSDC,volume 35))

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Abstract

This chapter provides two applications with respect to the topic of this book in finance and economy. As an application of Lévy process, Sect. 7.1 offers a portfolio strategy of financial market. Robust \(H_\infty \) control strategy is investigated for a generic linear rational expectation model of economy.

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Author information

Authors and Affiliations

  1. School of Information Sciences and Technology, Donghua University, Shanghai, China

    Wuneng Zhou & Liuwei Zhou

  2. Anyang Normal University, Anyang, China

    Jun Yang

  3. Shanghai University of Engineering Science, Shanghai, China

    Dongbing Tong

Authors
  1. Wuneng Zhou
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  2. Jun Yang
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  3. Liuwei Zhou
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  4. Dongbing Tong
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Correspondence to Wuneng Zhou .

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Zhou, W., Yang, J., Zhou, L., Tong, D. (2016). Some Applications to Economy Based on Related Research Method. In: Stability and Synchronization Control of Stochastic Neural Networks. Studies in Systems, Decision and Control, vol 35. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-47833-2_7

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  • DOI: https://doi.org/10.1007/978-3-662-47833-2_7

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  • Print ISBN: 978-3-662-47832-5

  • Online ISBN: 978-3-662-47833-2

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